http://hdl.handle.net/10453/146 Tue, 18 Jun 2013 08:02:02 GMT 2013-06-18T08:02:02Z http://hdl.handle.net/10453/11782 Electro/Magneto-Sensitive Elastomers and Lagrangian Electro/Magneto-Statics Vertechy R; Castelli V; Waldron Kenneth NA Thu, 01 Jan 2004 00:00:00 GMT http://hdl.handle.net/10453/11782 2004-01-01T00:00:00Z http://hdl.handle.net/10453/8322 The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach Chiarella Carl; Hung Hing; To Thuy-Duong The dynamics for interest rate processes within the well-known multi-factor Heath, Jarrow and Morton (HJM) specification are considered. Despite the flexibility of and the notable advances in theoretical research about the HJM model, the number of empirical studies of it is still very sparse. This paucity is principally due to the difficulties in estimating models in this class, which are not only high-dimensional, but also nonlinear and involve latent state variables. The estimation of a fairly broad class of HJM models as a nonlinear filtering problem is undertaken by adopting the local linearization filter, which is known to have some desirable statistical and numerical features, so enabling the estimation of the model via the maximum likelihood method. The estimator is then applied to the US, the UK and the Australian markets. Different two- and three-factor models are found to be the best for each market, with the factors being the level, the slope and the ¿twist¿ effect. The contribution of each factor towards overall variability of the interest rates and the financial reward each factor claims are found to differ considerably from one market to another. Thu, 01 Jan 2009 00:00:00 GMT http://hdl.handle.net/10453/8322 2009-01-01T00:00:00Z http://hdl.handle.net/10453/8320 Asymptotics of the global solutions for a nonlinear telegraph equation Wu Yonghong; Lai Shaoyong; Zhang Guangquan In this paper, we consider an initial-boundary value problem for the following nonlinear telegraph equation Utt - U xx + 2au, + bu = f3(u 2 )xx, where t > 0, a, band (3 are constants. For the case b > a2 , we establish a global solution of the equation in the form of a Fourier series. The coefficients of the series are related to a small parameter present in the initial conditions and are expressed as uniformly convergent series of the parameter. The long time asymptotics of the global solution is found to decay exponentially in time. Wed, 01 Jan 2003 00:00:00 GMT http://hdl.handle.net/10453/8320 2003-01-01T00:00:00Z http://hdl.handle.net/10453/8315 A Newton-GMRES Approach for the Analysis of the Postbuckling Behavior of the Solutions of the von Karman Equations Dossou Kokou; Pierre Roger We propose a Newton-GMRES¿type algorithm to solve the discrete von Karman problem. We show that this algorithm is efficient both in memory andcomputation time and robust in the neighborhood of the singular points of the bifurcation diagrams. Placing ourselves in the context of the Schaeffer and Golubitsky theory, we use this algorithm to study the postbuckling behavior of a rectangular plate clamped and compressed along its four sides. Wed, 01 Jan 2003 00:00:00 GMT http://hdl.handle.net/10453/8315 2003-01-01T00:00:00Z